The following pages link to Alberto Lanconelli (Q471044):
Displaying 50 items.
- A comparison theorem for stochastic differential equations under the Novikov condition (Q471045) (← links)
- Quantum white noise convolution operators with application to differential equations (Q490363) (← links)
- A note on a local limit theorem for Wiener space valued random variables (Q726730) (← links)
- Hölder-type inequalities for norms of Wick products (Q936988) (← links)
- A note on the invariance under change of measure for stochastic test functions and distribution spaces (Q958925) (← links)
- Prohorov-type local limit theorems on abstract Wiener spaces (Q1635744) (← links)
- Standardizing densities on Gaussian spaces (Q1640961) (← links)
- Nash estimates and upper bounds for non-homogeneous Kolmogorov equations (Q1681863) (← links)
- Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations (Q2011262) (← links)
- Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients (Q2021529) (← links)
- On a class of stochastic hyperbolic equations with double characteristics (Q2103615) (← links)
- Stochastic perturbation of a cubic anharmonic oscillator (Q2125191) (← links)
- Itô vs Stratonovich stochastic SIR models (Q2171177) (← links)
- Local densities for a class of degenerate diffusions (Q2179637) (← links)
- Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations (Q2238884) (← links)
- On a new method for the stochastic perturbation of the disease transmission coefficient in SIS models (Q2246435) (← links)
- On a class of stochastic differential equations with random and Hölder continuous coefficients arising in biological modeling (Q2282799) (← links)
- Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations (Q2330410) (← links)
- An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems (Q2447708) (← links)
- The Ornstein-Uhlembeck equation and a related Malliavin calculus (Q2462205) (← links)
- Wick product and backward heat equation (Q2504862) (← links)
- A small time approximation for the solution to the Zakai equation (Q2687076) (← links)
- (Q2787503) (← links)
- On stochastic differential equations driven by the renormalized square of the Gaussian white noise (Q2790330) (← links)
- (Q2790512) (← links)
- A sharp interpolation between the Hölder and Gaussian Young inequalities (Q2797884) (← links)
- An extension of the Beckner’s type Poincaré inequality to convolution measures on abstract Wiener spaces (Q2798170) (← links)
- A HÖLDER INEQUALITY FOR NORMS OF POISSONIAN WICK PRODUCTS (Q2857630) (← links)
- (Q2874355) (← links)
- (Q2937214) (← links)
- A HÖLDER–YOUNG–LIEB INEQUALITY FOR NORMS OF GAUSSIAN WICK PRODUCTS (Q3095478) (← links)
- On a new version of the Ito's formula for the stochastic heat equation (Q3462070) (← links)
- A new approach to Poincaré-type inequalities on the Wiener space (Q3465645) (← links)
- Some Norm Inequalities for Gaussian Wick Products (Q3578755) (← links)
- A REMARK ON THE RENORMALIZED SQUARE OF THE SOLUTION OF THE STOCHASTIC HEAT EQUATION AND ON ITS ASSOCIATED EVOLUTION (Q3643570) (← links)
- On a new probabilistic representation for the solution of the heat equation (Q4648581) (← links)
- ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION (Q4822547) (← links)
- WICK CALCULUS FOR THE SQUARE OF A GAUSSIAN RANDOM VARIABLE WITH APPLICATION TO YOUNG AND HYPERCONTRACTIVE INEQUALITIES (Q4902704) (← links)
- A general model system related to affine stochastic differential equations (Q4965634) (← links)
- A unified approach to local limit theorems in Gaussian spaces and the law of small numbers (Q5060539) (← links)
- BAYES' FORMULA FOR SECOND QUANTIZATION OPERATORS (Q5483394) (← links)
- Translated Brownian Motions and Associated Wick Products (Q5484529) (← links)
- Computing conditional expectations of multidimensional diffusion processes (Q5704638) (← links)
- A note about the invariance of the basic reproduction number for stochastically perturbed SIS models (Q6064092) (← links)
- Using Malliavin calculus to solve a chemical diffusion master equation (Q6110845) (← links)
- A new approach to Poincar\'e-type inequalities on the Wiener space (Q6254575) (← links)
- A new look to branching Brownian motion from a particle based reaction diffusion dynamics point of view (Q6518184) (← links)
- A Novel Theoretical Framework for Exponential Smoothing (Q6525009) (← links)
- Maximum likelihood with a time varying parameter (Q6579434) (← links)
- Non trivial optimal sampling rate for estimating a Lipschitz-continuous function in presence of mean-reverting Ornstein-Uhlenbeck noise (Q6729142) (← links)
